Overview:
A top-tier investment firm is looking to add a Quantitative Analyst to its front-end US Rates trading team. This role involves building pricing, analytics, and risk tools to support decision-making across short-term interest rate and funding markets.

Key Responsibilities:

• Develop and maintain Python and Excel/VBA tools for rates products including USTs, OIS, SOFR futures/options, and STIRs.

• Automate data workflows from market data sources (e.g. Bloomberg, RiskVal).

• Build real-time dashboards and spread monitors (e.g. swap spreads, x-ccy, asset swap).

• Apply ML/AI techniques where additive to alpha or risk.

• Conduct macro-driven scenario analysis and support PMs with robust, production-level code.

Requirements:

• 4–8 years in a front-office quant, desk strat, or analytics role.

• Strong Python (NumPy, Pandas, OOP) and Excel/VBA; Bloomberg API experience.

• Solid knowledge of US rates and funding markets.

• Experience delivering tools used by traders or PMs.

• Strong communication and ability to convert models into actionable insights.